Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49121.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45059.81 Kr¶

PnL: ---------------------------------------> 3.81 Kr¶

DD now: ---------------------------------> -7.528 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:41:51.722802'

Anic Portfolio¶

Today¶

Return: -1.201 %¶

This Week¶

Return: -0.369 %¶

Total portfolio value¶

Return including deposits: 60.811 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1667.340000 198.340000 13.500000 1468.999998
Orrön Energy 180 -2.080000 2156.400000 113.400000 5.550000 2043.000000
Atrium Ljungberg B 5 -0.450000 990.500000 55.500000 5.940000 935.000000
Sagax B 4 0.270000 899.600000 45.600000 5.340000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
Hexatronic Group 12 -0.570000 996.000000 29.000000 3.000000 966.999996
JM 6 -1.530000 888.600000 24.600000 2.850000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.090000 965.250000 15.250000 1.610000 949.999999
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
Gränges 9 -0.670000 936.000000 8.000000 0.860000 927.999999
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
VEF 909 -3.050000 1850.720000 0.720000 0.040000 1850.000436
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
Sedana Medical 93 -5.380000 2518.440000 -2.560000 -0.100000 2521.000011
Byggmax Group 33 -2.510000 949.080000 -6.920000 -0.720000 956.000001
ASSA ABLOY B 3 -1.420000 768.600000 -10.400000 -1.340000 779.000001
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
EQT 4 -1.870000 820.800000 -11.200000 -1.350000 832.000000
Alimak Group 11 -1.080000 908.600000 -19.400000 -2.090000 927.999996
Addnode Group B 11 -0.240000 899.800000 -21.200000 -2.300000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.200000 907.250000 -32.750000 -3.480000 940.000000
Indutrade 5 -1.050000 1177.500000 -40.500000 -3.330000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.390000 812.800000 -44.200000 -5.160000 857.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Vitec Software Group B 2 -3.590000 1021.000000 -66.000000 -6.070000 1087.000000
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
Hexagon B 26 -2.840000 3335.800000 -125.200000 -3.620000 3461.000010
TOTAL 45059.810000 3.810000 -7.52819% 45056.000411

Updated:¶

'2023-07-05 15:42:08.559150'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶